A class of infinitely divisible multivariate negative binomial distributions


A particular class of multivariate negative binomial distributions has probability generating functions of the form I-Q[alpha]I-QS-[alpha], where [alpha]>0 and S=diag(s1, ..., sn). The main results of this paper concern characterizations of the infinitely divisible distributions of this class.Infinite divisibility multivariate geometric distribution multivariate negative binomial distribution

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Research Papers in Economics

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Last time updated on 7/6/2012

This paper was published in Research Papers in Economics.

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